-12.3%
PYPL vs CMI
+150.2%
-162.5%
-57.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +1.2% | -0.5% | +0.4% |
| 7D | -2.3% | -0.7% | -1.5% | -2.1% |
| 30D | -9.0% | -12.4% | +3.4% | -5.8% |
| 3M | +30.6% | -14.8% | +45.4% | +34.7% |
| 6M | +18.6% | +0.8% | +17.8% | +12.7% |
| YTD | -7.2% | +10.2% | -17.4% | -16.4% |
| 1Y | -19.3% | +37.4% | -56.7% | -35.5% |
| 3Y | -12.3% | +153.3% | -165.6% | -52.3% |
| All | -12.3% | +150.2% | -162.5% | -52.3% |
Cumulative growth
Daily Returns
Daily percentage return beside CMI.
Daily Out/Under-Performance
Portfolio return minus CMI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CMI return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 3y: compounded portfolio wealth divided by compounded CMI wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
3y analysis · Full analysis span regression · 6 months rolling